+98.8%
EWY vs STRL
+900.6%
-801.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -10.2% | -19.8% | +9.6% | -5.9% |
| 30D | -21.5% | -43.6% | +22.1% | -10.3% |
| 3M | -14.7% | -45.2% | +30.5% | -2.1% |
| 6M | -26.8% | -65.7% | +38.9% | -7.0% |
| YTD | +43.2% | -5.4% | +48.6% | +47.4% |
| 1Y | +48.7% | -24.7% | +73.4% | +58.2% |
| 3Y | +147.9% | +335.0% | -187.1% | +88.0% |
| 5Y | +98.8% | +915.3% | -816.4% | +15.6% |
| All | +98.8% | +900.6% | -801.7% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling